VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/21/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      434,988
COMMITMENTS
 111,468  165,081  102,887  190,465  131,767  404,820  399,735   30,168   35,253

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     14,945)
    -525   -3,339    6,730    5,555    8,426   11,760   11,817    3,185    3,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     38.0     23.7     43.8     30.3     93.1     91.9      6.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      57       80       82       35       36      141      161
 

Updated May 24, 2013